+242.2%
ZETA vs GFI
+408.2%
-166.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.1% | +4.7% | -4.8% | -0.6% |
| 30D | +10.5% | +14.4% | -4.0% | +8.4% |
| 3M | +44.3% | +32.5% | +11.8% | +38.6% |
| 6M | +59.4% | -7.2% | +66.6% | +59.2% |
| YTD | +49.5% | +10.9% | +38.6% | +45.3% |
| 1Y | +62.7% | +35.5% | +27.2% | +53.6% |
| 3Y | +274.6% | +312.1% | -37.5% | +200.9% |
| 5Y | +349.3% | +524.6% | -175.2% | +222.3% |
| All | +242.2% | +408.2% | -166.0% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling